Predicting the occurrence of a particular event of interest at future time points is the primary goal of survival analysis. The presence of incomplete observations due to time limitations or loss of data traces is known as censoring which brings unique challenges in this domain and differentiates survival analysis from other standard regression methods. The popularly used survival analysis methods such as Cox proportional hazard model and parametric survival regression suffer from some strict assumptions and hypotheses that are not realistic in most of the real-world applications. To overcome the weaknesses of these two types of methods, in this paper, we reformulate the survival analysis problem as a multi-task learning problem and propose a new multi-task learning based formulation to predict the survival time by estimating the survival status at each time interval during the study duration. We propose an indicator matrix to enable the multi-task learning algorithm to handle censored instances and incorporate some of the important characteristics of survival problems such as non-negative non-increasing list structure into our model through max-heap projection. We employ the L2,1-norm penalty which enables the model to learn a shared representation across related tasks and hence select important features and alleviate over-fitting in high-dimensional feature spaces; thus, reducing the prediction error of each task. To efficiently handle the two non-smooth constraints, in this paper, we propose an optimization method which employs Alternating Direction Method of Multipliers (ADMM) algorithm to solve the proposed multi-task learning problem. We demonstrate the performance of the proposed method using real-world microarray gene expression high-dimensional benchmark datasets and show that our method outperforms state-of-the-art methods.
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A deep learning approach for predicting critical events using event logs
Event logs, comprising data on the occurrence of different types of events and associated times, are commonly collected during the operation of modern industrial machines and systems. It is widely believed that the rich information embedded in event logs can be used to predict the occurrence of critical events. In this paper, we propose a recurrent neural network model using time‐to‐event data from event logs not only to predict the time of the occurrence of a target event of interest, but also to interpret, from the trained model, significant events leading to the target event. To improve the performance of our model, sampling techniques and methods dealing with the censored data are utilized. The proposed model is tested on both simulated data and real‐world datasets. Through these comparison studies, we show that the deep learning approach can often achieve better prediction performance than the traditional statistical model, such as, the Cox proportional hazard model. The real‐world case study also shows that the model interpretation algorithm proposed in this work can reveal the underlying physical relationship among events.
more » « less- Award ID(s):
- 1824761
- NSF-PAR ID:
- 10449792
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- Quality and Reliability Engineering International
- Volume:
- 37
- Issue:
- 5
- ISSN:
- 0748-8017
- Page Range / eLocation ID:
- p. 2214-2234
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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